market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 - - CHF 0.02 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 100.00%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 0.11% 100.00%
18/11/2024 - - CHF 0.01 CHF 0 100,000 0 0 0 CHF 0 CHF 0.00% 100.00%
15/11/2024 66.67% 0.01 CHF 0.01 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 21.26% 99.99%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 65.94% 99.52%
13/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 86.40% 99.32%
12/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 100.00% 100.00%
11/11/2024 72.56% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,177 CHF 100.00% 100.00%
08/11/2024 66.67% 0.01 CHF 0.02 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,000 CHF 100.00% 100.00%
07/11/2024 92.44% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 5,000 CHF 2,773 CHF 93.99% 99.13%

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